BAMO vs. YCS

Last updated Jun 23, 2026

BAMO (Brookstone Opportunities ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - BAMO is a Diversified Portfolio fund actively managed by Brookstone, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). BAMO is actively managed, while YCS is passively managed. Over the past year, BAMO returned 14.10% vs 31.36% for YCS. At a correlation of -0.03, they often move in opposite directions. BAMO charges 1.30%/yr vs 1.00%/yr for YCS.

Performance

BAMO vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Opportunities ETF (BAMO) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BAMO achieves a 5.78% return, which is significantly lower than YCS's 9.78% return.

BAMO

• 1D: -0.16%
• 1M: 0.53%
• YTD: 5.78%
• 6M: 5.50%
• 1Y: 14.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

YCS

• 1D: 0.40%
• 1M: 3.71%
• YTD: 9.78%
• 6M: 9.63%
• 1Y: 31.36%
• 3Y*: 18.43%
• 5Y*: 23.50%
• 10Y*: 13.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAMO vs. YCS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMO Brookstone Opportunities ETF	5.78%	9.16%	14.39%	7.75%
YCS ProShares UltraShort Yen	9.78%	9.04%	35.41%	-8.16%

Correlation

The correlation between BAMO and YCS is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.23
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	-0.03

Over the past year, the inverse relationship between BAMO and YCS has strengthened: their correlation has moved from -0.03 to -0.23, meaning they now move in opposite directions more often than their long-term average.

Return for Risk

BAMO vs. YCS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAMO

BAMO Risk / Return Rank: 66
BAMO Sharpe Ratio Rank: 67
BAMO Sortino Ratio Rank: 71
BAMO Omega Ratio Rank: 71
BAMO Calmar Ratio Rank: 54
BAMO Martin Ratio Rank: 67

YCS

YCS Risk / Return Rank: 61
YCS Sharpe Ratio Rank: 57
YCS Sortino Ratio Rank: 49
YCS Omega Ratio Rank: 57
YCS Calmar Ratio Rank: 77
YCS Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAMO vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Opportunities ETF (BAMO) and ProShares UltraShort Yen (YCS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BAMO	YCS	Difference
Sharpe ratio: Return per unit of total volatility	2.11	1.86	+0.25
Sortino ratio: Return per unit of downside risk	3.07	2.37	+0.71
Omega ratio: Gain probability vs. loss probability	1.40	1.35	+0.06
Calmar ratio: Return relative to maximum drawdown	2.60	3.79	-1.20
Martin ratio: Return relative to average drawdown	11.87	11.86	+0.01

BAMO vs. YCS - Sharpe Ratio Comparison

The current BAMO Sharpe Ratio is 2.11, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of BAMO and YCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BAMO vs. YCS - Drawdown Comparison

The maximum BAMO drawdown since its inception was -12.72%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BAMO and YCS.

Drawdown Indicators

	BAMO	YCS	Difference
Max Drawdown Largest peak-to-trough decline	-12.72%	-49.56%	+36.84%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	-8.30%	+2.85%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.05%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.32%	—
Current Drawdown Current decline from peak	-0.55%	0.00%	-0.55%
Average Drawdown Average peak-to-trough decline	-1.26%	-19.88%	+18.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.19%	2.65%	-1.46%

Volatility

BAMO vs. YCS - Volatility Comparison

Brookstone Opportunities ETF (BAMO) has a higher volatility of 2.54% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that BAMO's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMO	YCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	2.22%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	5.83%	12.19%	-6.36%
Volatility (1Y) Calculated over the trailing 1-year period	6.72%	16.96%	-10.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.58%	21.10%	-11.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.58%	18.96%	-9.38%

BAMO vs. YCS - Expense Ratio Comparison

BAMO has a 1.30% expense ratio, which is higher than YCS's 1.00% expense ratio.

Dividends

BAMO vs. YCS - Dividend Comparison

BAMO's dividend yield for the trailing twelve months is around 1.46%, while YCS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
BAMO Brookstone Opportunities ETF	1.46%	1.54%	1.58%	0.48%
YCS ProShares UltraShort Yen	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BAMO and YCS in my portfolio?

BAMO and YCS have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BAMO or YCS?

BAMO has higher volatility (2.54%) compared to YCS (2.22%). In terms of maximum drawdown, BAMO dropped -12.72% vs YCS's -49.56%.

Which ETF is better, BAMO or YCS?

On 1-year performance, YCS leads with 31.36% vs 14.10% for BAMO. On fees, YCS is cheaper at 1.00% per year. On volatility, YCS has been the lower-risk option at 2.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMO or YCS?

Over the 1-year period, YCS has performed better with a 31.36% return vs 14.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMO or YCS?

YCS is cheaper with a 1.00% expense ratio, compared with 1.30% for BAMO.

Which ETF pays a higher dividend yield, BAMO or YCS?

BAMO has the higher dividend yield at 1.46%, compared with 0.00% for YCS.

What is the main difference between BAMO and YCS?

BAMO is categorized as Diversified Portfolio, while YCS is Leveraged Currency. They also come from different issuers: Brookstone and ProShares. Their fees differ too: 1.30% for BAMO and 1.00% for YCS.

Which has better risk-adjusted returns?

BAMO currently has the higher Sharpe Ratio (2.11 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.